-31.0%
TRMB vs ZYBT
-42.3%
+11.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.2% | -19.6% | -17.3% |
| 7D | -15.7% | -3.5% | -12.2% | -15.7% |
| 30D | -7.8% | +15.1% | -22.9% | -7.8% |
| 3M | -9.3% | +7.0% | -16.3% | -9.4% |
| 6M | -20.8% | +37.7% | -58.5% | -21.1% |
| YTD | -30.8% | +19.1% | -49.9% | -30.6% |
| 1Y | -31.0% | -38.3% | +7.3% | -26.4% |
| All | -31.0% | -42.3% | +11.3% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ZYBT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling